TEST DEVICE OF PSEUDO RANDOM NUMBER, SORTING APPARATUS, AND MONTE CARLO CALCULATION DEVICE

摘要

PROBLEM TO BE SOLVED: To provide a test device of a pseudo random number, a sorting apparatus, and a Monte Carlo calculation device, which are more highly precise in a multidimensional pseudo random number sequence.;SOLUTION: A test device A is provided which includes moment adaptation calculation means 12 for calculating moment adaptation S showing a degree of coincidence of the moment to higher order between the pseudo random number sequence and the probability distribution. A sorting apparatus B is provided with sorting means 24 for sorting the pseudo random number sequence having the smallest moment adaptation S. A Monte Carlo calculation device C is provided with pseudo random number generating means 33 for acquiring the seed corresponding to an input dimension number n and a generation number N from a memory unit 32 and generating the pseudo random number sequence. The moment adaptation S in consideration of the moment to a higher order is used as an index, so that the multidimensional pseudo random number sequence can be tested and sorted with high accuracy. It is not necessary to sort the pseudo random number at every Monte Carlo calculation, and thereby efficient calculation can be made.;COPYRIGHT: (C)2015,JPO&INPIT